+2.4%
ETSY vs BTSG
+416.6%
-414.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -12.9% | +2.9% | -15.8% | -13.4% |
| 30D | -11.5% | +0.9% | -12.3% | -11.7% |
| 3M | +3.5% | +1.6% | +1.9% | +2.1% |
| 6M | +27.6% | +46.8% | -19.2% | +15.3% |
| YTD | +28.4% | +65.5% | -37.1% | +12.7% |
| 1Y | +27.1% | +136.2% | -109.2% | +3.5% |
| All | +2.4% | +416.6% | -414.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling